Usually you do not invoke git merge without arguments (at least I don’t know anyone who does). If you want that merge defaults to the tracking branch, you need to set merge.defaultToUpstream to true: git config merge.defaultToUpstream true. Your master branch has to track origin/master in this case: git branch --set-upstream master origin/master. This is done automagically if origin/master was already present when you cloned.
Personally, I do git fetch and then git merge origin/master or git pull if I have no local commits.
Edit: As VonC mentioned merge.defaultToUpstream defaults to true since Git 2.0.